Bayesian Statistics: Techniques and Models
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Bayesian Statistics: Techniques and Models
This course is part of Bayesian Statistics Specialization
Instructor: Matthew Heiner
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What you'll learn
Efficiently and effectively communicate the results of data analysis.
Use statistical modeling results to draw scientific conclusions.
Extend basic statistical models to account for correlated observations using hierarchical models.
Skills you'll gain
Tools you'll learn
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There are 5 modules in this course
This is the second of a two-course sequence introducing the fundamentals of Bayesian statistics. It builds on the course Bayesian Statistics: From Concept to Data Analysis, which introduces Bayesian methods through use of simple conjugate models. Real-world data often require more sophisticated models to reach realistic conclusions. This course aims to expand our “Bayesian toolbox” with more general models, and computational techniques to fit them. In particular, we will introduce Markov chain Monte Carlo (MCMC) methods, which allow sampling from posterior distributions that have no analytical solution. We will use the open-source, freely available software R (some experience is assumed, e.g., completing the previous course in R) and JAGS (no experience required). We will learn how to construct, fit, assess, and compare Bayesian statistical models to answer scientific questions involving continuous, binary, and count data. This course combines lecture videos, computer demonstrations, readings, exercises, and discussion boards to create an active learning experience. The lectures provide some of the basic mathematical development, explanations of the statistical modeling process, and a few basic modeling techniques commonly used by statisticians. Computer demonstrations provide concrete, practical walkthroughs. Completion of this course will give you access to a wide range of Bayesian analytical tools, customizable to your data.
Statistical modeling, Bayesian modeling, Monte Carlo estimation
What's included
11 videos4 readings4 assignments1 discussion prompt
11 videos•Total 99 minutes
- Course introduction•6 minutes
- Objectives•8 minutes
- Modeling process•9 minutes
- Components of Bayesian models•9 minutes
- Model specification•7 minutes
- Posterior derivation•9 minutes
- Non-conjugate models•8 minutes
- Monte Carlo integration•9 minutes
- Monte Carlo error and marginalization•6 minutes
- Computing examples•15 minutes
- Computing Monte Carlo error•14 minutes
4 readings•Total 23 minutes
- Module 1 assignments and materials•3 minutes
- Reference: Common probability distributions•0 minutes
- Code for Lesson 3•0 minutes
- Markov chains•20 minutes
4 assignments•Total 95 minutes
- Lesson 1•20 minutes
- Lesson 2•25 minutes
- Lesson 3•30 minutes
- Markov chains•20 minutes
1 discussion prompt•Total 15 minutes
- Statistical modeling process•15 minutes
Metropolis-Hastings, Gibbs sampling, assessing convergence
What's included
11 videos7 readings4 assignments
11 videos•Total 129 minutes
- Algorithm•10 minutes
- Demonstration•11 minutes
- Random walk example, Part 1•13 minutes
- Random walk example, Part 2•17 minutes
- Download, install, setup•4 minutes
- Model writing, running, and post-processing•12 minutes
- Multiple parameter sampling and full conditional distributions•9 minutes
- Conditionally conjugate prior example with Normal likelihood•10 minutes
- Computing example with Normal likelihood•17 minutes
- Trace plots, autocorrelation•17 minutes
- Multiple chains, burn-in, Gelman-Rubin diagnostic•9 minutes
7 readings•Total 33 minutes
- Module 2 assignments and materials•3 minutes
- Code for Lesson 4•0 minutes
- Alternative MCMC software•10 minutes
- Code from JAGS introduction•0 minutes
- Code for Lesson 5•10 minutes
- Autocorrelation•10 minutes
- Code for Lesson 6•0 minutes
4 assignments•Total 115 minutes
- Lesson 4•20 minutes
- Lesson 5•30 minutes
- Lesson 6•20 minutes
- MCMC•45 minutes
Linear regression, ANOVA, logistic regression, multiple factor ANOVA
What's included
11 videos5 readings5 assignments1 discussion prompt
11 videos•Total 131 minutes
- Introduction to linear regression•8 minutes
- Setup in R•9 minutes
- JAGS model (linear regression)•13 minutes
- Model checking•17 minutes
- Alternative models•10 minutes
- Deviance information criterion (DIC)•5 minutes
- Introduction to ANOVA•11 minutes
- One way model using JAGS•19 minutes
- Introduction to logistic regression•6 minutes
- JAGS model (logistic regression)•18 minutes
- Prediction•15 minutes
5 readings•Total 23 minutes
- Module 3 assignments and materials•3 minutes
- Code for Lesson 7•0 minutes
- Code for Lesson 8•0 minutes
- Code for Lesson 9•0 minutes
- Multiple factor ANOVA•20 minutes
5 assignments•Total 165 minutes
- Lesson 7 Part A•30 minutes
- Lesson 7 Part B•30 minutes
- Lesson 8•30 minutes
- Lesson 9•45 minutes
- Common models and multiple factor ANOVA•30 minutes
1 discussion prompt•Total 15 minutes
- Why linear models?•15 minutes
Poisson regression, hierarchical modeling
What's included
10 videos7 readings4 assignments1 discussion prompt
10 videos•Total 106 minutes
- Introduction to Poisson regression•4 minutes
- JAGS model (Poisson regression)•18 minutes
- Predictive distributions•11 minutes
- Correlated data•9 minutes
- Prior predictive simulation•11 minutes
- JAGS model and model checking (hierarchical modeling)•14 minutes
- Posterior predictive simulation•9 minutes
- Linear regression example•8 minutes
- Linear regression example in JAGS•10 minutes
- Mixture model in JAGS•14 minutes
7 readings•Total 73 minutes
- Module 4 assignments and materials•3 minutes
- Prior sensitivity analysis•20 minutes
- Code for Lesson 10•0 minutes
- Normal hierarchical model•20 minutes
- Applications of hierarchical modeling•10 minutes
- Code and data for Lesson 11•0 minutes
- Mixture model introduction, data, and code•20 minutes
4 assignments•Total 140 minutes
- Lesson 10•40 minutes
- Lesson 11 Part A•40 minutes
- Lesson 11 Part B•30 minutes
- Predictive distributions and mixture models•30 minutes
1 discussion prompt•Total 10 minutes
- Selecting prior distributions•10 minutes
Peer-reviewed data analysis project
What's included
1 video1 reading1 peer review
1 video•Total 2 minutes
- Course conclusion•2 minutes
1 reading•Total 5 minutes
- Further reading and acknowledgements•5 minutes
1 peer review•Total 600 minutes
- Data Analysis Project•600 minutes
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Reviewed on May 9, 2020
Great course. The instructor provided detailed code examples and clear explanations for model intuitions. The final capstone project is a plus.
Reviewed on Dec 13, 2020
A thorough and comprehensive overview of applied Bayesian modelling which will give you the confidence to start applying Bayesian tools in your own work.
Reviewed on Nov 30, 2024
Very good instructor, knowledgeable and thorough, touching the right level of details with big picture in mind, and providing practical guide for hands-on Bayesian data analysis.
Frequently asked questions
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